Systems Trading Group seeks a quantitative researcher to work within a low latency machine

learning trading team that currently researches and builds low latency trading models in the liquid

futures space. The candidate’s primary responsibilities will include researching and implementing fully

automated systematic futures signals and strategies with short to medium horizon. Suitable candidates

will generally have at least 2 years of comparable research experience.

Requirements

• 2+ years of experience researching low latency futures signals and strategies

• An advanced degree (MSc or PhD) from a top institution

• Strong preference for advanced degrees in a quantitative field (e.g. Statistics, Machine Learning,

Physics, Mathematics, Engineering)

• Excellent understanding of probabilities, statistics and optimization

• Experience manipulating large datasets, including tick-level data

• Excellent programing skills: experience with both high-level (e.g. Python, R, Julia) and lower-

level languages (e.g. C, C++) with fluency in at least one.

• High attention to detail

• Creative thinker

• Entrepreneurial spirit. Enjoys ownership of projects and takes responsibility for them